Option listing and stock returns

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

Theory of rational option pricing

2005 • 7,870 citations

Theory of Rational Option Pricing

1973 • 7,693 citations

Using daily stock returns

1985 • 6,463 citations

Constraints on short-selling and asset price adjustment to private information

1987 • 1,865 citations

Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test

1976 • 1,761 citations

On the aggregation of information in competitive markets

1980 • 1,192 citations

The Economics of Information and Uncertainty

1982 • 874 citations

Options and Efficiency

1976 • 851 citations

A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets

1985 • 821 citations

On Jump Processes in the Foreign Exchange and Stock Markets

1988 • 657 citations

On the exclusion of assets from tests of the two-parameter model

1982 • 532 citations

On Jumps in Common Stock Prices and Their Impact on Call Option Pricing

1985 • 410 citations

IMPLEMENTING ARROW-DEBREU EQUILIBRIA BY CONTINUOUS TRADING OF FEW LONG-LIVED SECURITIES

2005 • 370 citations

The Price Effect of Option Introduction

1989 • 337 citations

The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities

1977 • 326 citations

Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities

1985 • 305 citations

Mean-Variance Theory in Complete Markets

1982 • 276 citations

Volatility increases subsequent to stock splits: An empirical aberration

1985 • 267 citations

Jump Risks and the Intertemporal Capital Asset Pricing Model

1984 • 257 citations

A General Equilibrium Analysis of Option and Stock Market Interactions

1991 • 228 citations

Spanning and completeness in markets with contingent claims

1987 • 122 citations

On Jumps in Common Stock Prices and Their Impact on Call Option Pricing

1985 • 95 citations

The Price Effect of Option Introduction

1989 • 75 citations

The impact of options on the underlying securities

1980 • 64 citations

SHORT TERM IMPACT OF OPTION TRADING ON UNDERLYING SECURITIES

1983 • 55 citations

The Stabilizing and Welfare Properties of Futures Markets: A Simulation Approach

1985 • 53 citations

The Fantastic World of Finance: Progress and the Free Lunch

1979 • 47 citations

The Impact of Listed Options on the Underlying Shares

1979 • 42 citations

Market Resolution and Valuation in Incomplete Markets

1984 • 31 citations

Forward Exchange, Futures Trading, and Spot Price Variability: A General Equilibrium Approach

1987 • 30 citations

Financial Innovation, Values and Volatilities when Markets Are Incomplete*

1990 • 26 citations

Option Listing And Stock Returns

1989 • 4 citations